scholarly journals Random processes in infinite-dimensional spaces

Author(s):  
A. V. Skorokhod
2005 ◽  
Vol 68 (10) ◽  
pp. 1675-1684 ◽  
Author(s):  
G. A. Goldin ◽  
U. Moschella ◽  
T. Sakuraba

2016 ◽  
Vol 9 (1) ◽  
pp. 123-146 ◽  
Author(s):  
Yinghan Zhang ◽  
Xiaoyuan Yang ◽  
Ruisheng Qi

AbstractAn explicit difference scheme is described, analyzed and tested for numerically approximating stochastic elastic equation driven by infinite dimensional noise. The noise processes are approximated by piecewise constant random processes and the integral formula of the stochastic elastic equation is approximated by a truncated series. Error analysis of the numerical method yields estimate of convergence rate. The rate of convergence is demonstrated with numerical experiments.


1976 ◽  
Author(s):  
Renwick E. Curry ◽  
T. Govindaraj
Keyword(s):  

Author(s):  
Charalambos D. Aliprantis ◽  
Kim C. Border

Sign in / Sign up

Export Citation Format

Share Document